Anic Equity¶

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Total return since start: 0.566 %¶

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Equity now: -----------------------------> 47825.37 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46430.47 Kr¶

PnL: ---------------------------------------> -458.1 Kr¶

DD now: ---------------------------------> -1.654 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 12:45:07.526144'

Anic Portfolio¶

Today¶

Return: 0.238 %¶

This Week¶

Return: 0.614 %¶

Total¶

Return: 56.568 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -2.320000 2803.500000 167.500000 6.350000 2636.000010
Beijer Electronics Group 26 -0.170000 3099.200000 128.200000 4.320000 2971.000006
Corem Property Group B 59 -1.070000 655.490000 78.490000 13.600000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -0.460000 432.000000 77.000000 21.690000 355.000000
SAAB B 8 1.300000 3438.400000 61.400000 1.820000 3377.000000
Boozt 12 -0.210000 1702.800000 48.800000 2.950000 1653.999996
HMS Networks 2 -0.440000 716.400000 43.400000 6.450000 673.000000
OEM International B 7 0.000000 555.800000 27.800000 5.270000 527.999997
Intrum 4 0.400000 548.400000 21.400000 4.060000 527.000000
MedCap 2 -0.680000 437.000000 16.000000 3.800000 421.000000
Coor Service Management Hold. 8 0.150000 547.600000 15.600000 2.930000 532.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -1.110000 256.800000 10.800000 4.390000 246.000000
AcadeMedia 12 0.730000 564.720000 7.720000 1.390000 557.000004
Resurs Holding 22 0.110000 579.260000 5.260000 0.920000 573.999998
Swedbank A 3 1.690000 568.500000 4.500000 0.800000 564.000000
Karnov Group 9 -1.970000 537.300000 1.300000 0.240000 536.000004
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
Norva24 Group 16 0.300000 543.680000 0.680000 0.130000 543.000000
Handelsbanken A 5 0.370000 546.000000 0.000000 0.000000 546.000000
Essity B 2 -1.280000 572.600000 -1.400000 -0.240000 574.000000
Securitas B 6 -0.150000 568.560000 -1.440000 -0.250000 570.000000
Nordea Bank Abp 29 0.070000 3451.580000 -2.420000 -0.070000 3453.999992
Essity A 4 -1.720000 1146.000000 -3.000000 -0.260000 1149.000000
CTEK 13 0.550000 525.720000 -8.280000 -1.550000 533.999999
Midsona B 63 -1.730000 573.300000 -9.700000 -1.660000 582.999984
FM Mattsson Mora Group B 50 -2.690000 2890.000000 -37.000000 -1.260000 2927.000000
International Petroleum Corp. 5 2.490000 556.500000 -38.070000 -6.400000 594.565215
Vivesto 1368 2.060000 570.460000 -42.540000 -6.940000 612.999432
Sampo Oyj SDB 7 -0.370000 3766.000000 -84.000000 -2.180000 3850.000000
OX2 18 1.550000 1537.200000 -126.800000 -7.620000 1663.999992
Axfood 13 0.330000 3599.700000 -156.300000 -4.160000 3756.000001
Ovzon 52 3.720000 3047.200000 -314.800000 -9.360000 3361.999992
Fasadgruppen Group 35 -0.710000 3433.500000 -377.500000 -9.910000 3810.999990
TOTAL 46430.470000 -458.100000 -1.65437% 46888.564618

Updated:¶

'2023-01-18 12:45:20.109968'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶